Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
11/03/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10/03/2016 | 99.95% | 0.01 | 0.03 | 100,000 | 100,000 | 96,673 | 96,673 | 968 | 2,902 | 95.84% | 95.84% |
09/03/2016 | 83.68% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 1,490 | 3,490 | 98.33% | 98.33% |
08/03/2016 | 66.67% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 | 4,000 | 97.04% | 97.04% |
07/03/2016 | 66.67% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 | 4,000 | 98.04% | 98.04% |
04/03/2016 | 58.90% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,489 | 4,489 | 90.06% | 90.06% |
03/03/2016 | 96.02% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 1,119 | 3,119 | 99.68% | 99.68% |
02/03/2016 | 100.00% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 | 3,000 | 99.78% | 99.78% |
01/03/2016 | 72.27% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 1,832 | 3,832 | 97.93% | 97.93% |